+603.1%
RIO vs CP
+219.6%
+383.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +1.9% | +2.4% | -0.5% | +0.6% |
| 30D | +5.0% | -0.5% | +5.5% | +5.1% |
| 3M | +5.1% | +1.4% | +3.7% | +3.8% |
| 6M | +17.6% | +10.3% | +7.3% | +10.8% |
| YTD | +36.3% | +24.3% | +12.0% | +20.0% |
| 1Y | +71.2% | +20.4% | +50.7% | +53.0% |
| 3Y | +102.7% | +21.8% | +80.9% | +75.9% |
| 5Y | +99.6% | +31.5% | +68.1% | +61.3% |
| 10Y | +603.1% | +223.2% | +379.9% | +219.1% |
| All | +603.1% | +219.6% | +383.5% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling